-19.9%
NOW vs PH
+135.5%
-155.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.3% | +4.3% | -4.1% | -0.4% |
| 30D | -27.0% | +0.1% | -27.1% | -27.1% |
| 3M | -19.6% | -9.4% | -10.3% | -18.4% |
| 6M | +17.5% | +8.8% | +8.7% | +13.5% |
| YTD | -33.3% | +9.6% | -42.9% | -37.5% |
| 1Y | -39.8% | +14.4% | -54.3% | -45.0% |
| 3Y | -19.9% | +134.5% | -154.4% | -47.8% |
| All | -19.9% | +135.5% | -155.4% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling